-51.2%
WU vs PEGA
-48.2%
-3.0%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -2.2% | +1.3% | -0.6% |
| 7D | -4.9% | -6.1% | +1.2% | -4.3% |
| 30D | -1.3% | +6.4% | -7.7% | -1.9% |
| 3M | -3.6% | +2.9% | -6.5% | -4.2% |
| 6M | -24.3% | -23.8% | -0.5% | -22.8% |
| YTD | -21.1% | -41.1% | +20.0% | -17.6% |
| 1Y | -10.3% | -38.2% | +27.9% | -7.1% |
| 3Y | -28.4% | +49.8% | -78.2% | -34.2% |
| 5Y | -51.2% | -48.0% | -3.2% | -53.4% |
| All | -51.2% | -48.2% | -3.0% | -53.4% |
Cumulative growth
Daily Returns
Daily percentage return beside PEGA.
Daily Out/Under-Performance
Portfolio return minus PEGA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PEGA return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 5y: compounded portfolio wealth divided by compounded PEGA wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
5y analysis · Full analysis span regression · 6 months rolling